You have been given the following return information for a mutual fund, the market index, and the risk free rate You also know that the return correlation between the fund and the market is 0 91 Year Fund Market Risk Free 2011 14 99 27 50 1 2012 25 10 19 80 5 2013 12 70 10 30 2 2014 6 80 7 60 4 2015 1 38 2 20 3 Calculate Jensens alpha for the fund, as well as its information ratio (Do not round intermediate calculations Enter the alpha as a percent rounded to 2 decimal places Round the ratio to 4 decimal places )

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Question: You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the return

You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is 0.91.

Year	Fund		Market		Risk-Free
2011	14.99	%	27.50	%	1	%
2012	25.10		19.80		5
2013	12.70		10.30		2
2014	6.80		7.60		4
2015	1.38		2.20		3

Calculate Jensens alpha for the fund, as well as its information ratio. (Do not round intermediate calculations. Enter the alpha as a percent rounded to 2 decimal places. Round the ratio to 4 decimal places.)

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